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WFIN.L vs. IUFS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIN.L vs. IUFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFIN.L achieves a 8.69% return, which is significantly higher than IUFS.L's 3.27% return. Both investments have delivered pretty close results over the past 10 years, with WFIN.L having a 13.38% annualized return and IUFS.L not far behind at 13.14%.


WFIN.L

1D
-0.62%
1M
3.52%
6M
8.38%
YTD
8.69%
1Y
20.65%
3Y*
24.36%
5Y*
14.77%
10Y*
13.38%

IUFS.L

1D
-0.30%
1M
3.53%
6M
4.49%
YTD
3.27%
1Y
9.63%
3Y*
18.90%
5Y*
10.77%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIN.L vs. IUFS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFIN.L
State Street SPDR MSCI World Financials UCITS ETF USD (Acc)
8.69%29.17%26.82%16.20%-9.85%28.37%-2.96%24.94%-17.34%23.45%
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc
3.27%15.05%30.22%12.12%-11.06%36.31%-3.28%31.05%-14.32%22.99%

Correlation

The correlation between WFIN.L and IUFS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.91

The correlation between WFIN.L and IUFS.L has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

WFIN.L vs. IUFS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFIN.L
WFIN.L Risk / Return Rank: 5252
Overall Rank
WFIN.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WFIN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFIN.L Omega Ratio Rank: 5050
Omega Ratio Rank
WFIN.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
WFIN.L Martin Ratio Rank: 4949
Martin Ratio Rank

IUFS.L
IUFS.L Risk / Return Rank: 2222
Overall Rank
IUFS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IUFS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUFS.L Omega Ratio Rank: 2121
Omega Ratio Rank
IUFS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IUFS.L Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFIN.L vs. IUFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WFIN.LIUFS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratioReturn relative to maximum drawdown

1.86

0.69

+1.17

Martin ratioReturn relative to average drawdown

6.13

1.71

+4.42

WFIN.L vs. IUFS.L - Sharpe Ratio Comparison

The current WFIN.L Sharpe Ratio is 1.41, which is higher than the IUFS.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of WFIN.L and IUFS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WFIN.L vs. IUFS.L - Drawdown Comparison

The maximum WFIN.L drawdown since its inception was -72.88%, which is greater than IUFS.L's maximum drawdown of -42.89%. Use the drawdown chart below to compare losses from any high point for WFIN.L and IUFS.L.


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Drawdown Indicators


WFIN.LIUFS.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-42.89%

-29.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-13.92%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

-16.59%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.48%

-26.02%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-42.89%

-0.51%

Current Drawdown

Current decline from peak

-0.62%

-0.30%

-0.32%

Average Drawdown

Average peak-to-trough decline

-18.22%

-7.79%

-10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

5.63%

-2.27%

Volatility

WFIN.L vs. IUFS.L - Volatility Comparison

State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) have volatilities of 3.77% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFIN.LIUFS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.81%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

11.43%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

14.85%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

18.95%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

21.01%

-2.14%

WFIN.L vs. IUFS.L - Expense Ratio Comparison

WFIN.L has a 0.30% expense ratio, which is higher than IUFS.L's 0.15% expense ratio.


Dividends

WFIN.L vs. IUFS.L - Dividend Comparison

Neither WFIN.L nor IUFS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, WFIN.L and IUFS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IUFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUFS.L is cheaper with a 0.15% expense ratio, compared with 0.30% for WFIN.L.

WFIN.L tracks MSCI World Financials 35/20 Capped Index, while IUFS.L tracks S&P 500 Capped 35/20 Financials Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WFIN.L and 0.15% for IUFS.L.

Portfolio Optimizer

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